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A numerical method for ergodic optimal control of switching diffusions with reflection - MaRDI portal

A numerical method for ergodic optimal control of switching diffusions with reflection (Q6545271)

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scientific article; zbMATH DE number 7854846
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A numerical method for ergodic optimal control of switching diffusions with reflection
scientific article; zbMATH DE number 7854846

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    A numerical method for ergodic optimal control of switching diffusions with reflection (English)
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    29 May 2024
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    optimal stochastic control
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    switching stochastic differential equations
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    numerical methods
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